+50.4%
TER vs TOST
-41.7%
+92.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -15.1% |
| 7D | -28.2% | +11.6% | -39.8% | -30.2% |
| 30D | -50.6% | +16.2% | -66.8% | -52.5% |
| 3M | -45.3% | +1.0% | -46.4% | -46.0% |
| 6M | -40.4% | +23.2% | -63.6% | -45.0% |
| YTD | +10.0% | -1.0% | +11.0% | +6.3% |
| 1Y | +13.6% | -9.9% | +23.5% | +12.7% |
| 3Y | +145.2% | +101.0% | +44.2% | +84.7% |
| 5Y | +50.4% | -40.4% | +90.8% | +27.9% |
| All | +50.4% | -41.7% | +92.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling